Advanced thermoplastic matrix composites have many advantages which make them particularly useful in the aerospace industry. However, in order to take full advantage of their potential, they must also be cost competitive with competing materials. Competing materials are generally of the thermosetting type. If thermoplastic matrix composites could be fabricated at significantly higher production rates than their thermosetting counterparts, as by increased automation, the desired cost competitiveness could be achieved. One way of achieving this objective would be to wind the part from rovings preimpregnated with the desired thermoplastic matrix. However, until this invention, such rovings have been generally impossible to wind by conventional methods. Accordingly, it is a primary object of the present invention to provide improved method and apparatus for forming useful structures from thermoplastic filaments, employing winding techniques. Other objects, features, and advantages will become apparent from the following description and appended claims.